+352.5%
APH vs ELAN
-30.4%
+382.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +1.6% | -4.6% | +6.2% | +2.7% |
| 30D | -3.0% | +5.7% | -8.7% | -4.4% |
| 3M | +5.7% | -3.9% | +9.6% | +6.2% |
| 6M | +20.0% | -1.6% | +21.6% | +19.3% |
| YTD | +20.8% | +4.1% | +16.7% | +18.7% |
| 1Y | +40.2% | +25.5% | +14.7% | +32.1% |
| 3Y | +288.1% | +103.2% | +184.9% | +206.5% |
| 5Y | +352.5% | -29.8% | +382.3% | +411.2% |
| All | +352.5% | -30.4% | +382.9% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling